+29.3%
KORU vs RL
+162.3%
-133.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +2.0% | +11.4% | +11.8% |
| 7D | +13.0% | -0.8% | +13.8% | +13.9% |
| 30D | +27.3% | -7.8% | +35.0% | +33.8% |
| 3M | -55.3% | -4.0% | -51.3% | -53.4% |
| 6M | +11.6% | -1.9% | +13.5% | +18.6% |
| YTD | +158.5% | -0.2% | +158.7% | +170.6% |
| 1Y | +482.2% | +10.7% | +471.5% | +463.2% |
| 3Y | +471.9% | +210.8% | +261.1% | +154.4% |
| 5Y | +41.1% | +238.2% | -197.1% | -40.3% |
| 10Y | +80.2% | +313.4% | -233.2% | -31.5% |
| All | +29.3% | +162.3% | -133.0% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling